I'm studying performance metric. I would for first step understand how to print a particular performance metric value on output.
For this pourpose, I wrote a sample strategy where i would print the cumulative profit of each trade on the output.( I used cumulative profit just because it's already in the platform performance metric sample!!!)
I added the NT sample sumcumprofit (... but I could use another permormance metric, I'm not interseting in cumprofit) in the strategy but i don't know how to print the cum profit value.
Can you give me some advice please? Thank you in advance!
public class PrintPerformancemetric : Strategy
{
NinjaTrader.NinjaScript.PerformanceMetrics.SampleC umProfit myProfit;
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Enter the description for your new custom Strategy here.";
Name = "PrintPerformancemetric";
Calculate = Calculate.OnBarClose;
EntriesPerDirection = 1;
EntryHandling = EntryHandling.AllEntries;
IsExitOnSessionCloseStrategy = true;
ExitOnSessionCloseSeconds = 30;
IsFillLimitOnTouch = false;
MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
OrderFillResolution = OrderFillResolution.Standard;
Slippage = 0;
StartBehavior = StartBehavior.WaitUntilFlat;
TimeInForce = TimeInForce.Gtc;
TraceOrders = false;
RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose;
StopTargetHandling = StopTargetHandling.PerEntryExecution;
BarsRequiredToTrade = 20;
// Disable this property for performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = true;
}
else if (State == State.Configure)
{
myProfit = new NinjaTrader.NinjaScript.PerformanceMetrics.SampleC umProfit();
AddPerformanceMetric(new NinjaTrader.NinjaScript.PerformanceMetrics.SampleC umProfit());
SetProfitTarget(CalculationMode.Ticks, 20);
SetStopLoss(CalculationMode.Ticks, 20);
}
}
protected override void OnBarUpdate()
{
if(CurrentBar<10)
return;
if(High[0]>High[1])
EnterLong();
// I would print samplecumprofit of each trade on the output...
}
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